Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691788.1963 | 537534.412 | 154253.7843 | 3318779.5284 | 1686682.51 | 1632097.0184 |
Total P&L (%) | 691.7882 | 537.5344 | 154.2538 | 3318.7795 | 1686.6825 | 1632.097 |
Avg Daily Profit (%) | 0.39 | 0.303 | 0.087 | 0.1993 | 0.1626 | 0.1609 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83173 | -44345 | -75351 | -1123815 | -427860 | -802696 |
Profit Factor | 2.6917 | 3.9134 | 1.6873 | 1.8369 | 1.951 | 1.7445 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 45.8333 | 47.2222 | 44.4444 | 45.8333 | 47.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.1811 | 4.3738 | 2.1091 | 2.1708 | 2.1805 | 2.1807 |
Largest Winning Trade | 195042 | 195042 | 80080 | 1233861 | 805123 | 1233861 |
Largest Losing Trade | -38663 | -21776 | -38663 | -599301 | -321118 | -599301 |
Avg Bars in Trades | 72 | 63 | 80 | 72 | 63 | 80 |
Avg Bars in Winners | 114 | 93 | 136 | 114 | 93 | 136 |
Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
Bars Traded | 5201 | 2298 | 2903 | 5201 | 2298 | 2903 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70601 | 534021 | -75834 | -73880 | 372301 | 318529 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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